CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4432 |
1.4471 |
0.0039 |
0.3% |
1.4240 |
| High |
1.4517 |
1.4579 |
0.0062 |
0.4% |
1.4674 |
| Low |
1.4379 |
1.4438 |
0.0059 |
0.4% |
1.4229 |
| Close |
1.4455 |
1.4531 |
0.0076 |
0.5% |
1.4499 |
| Range |
0.0138 |
0.0141 |
0.0003 |
2.2% |
0.0445 |
| ATR |
0.0154 |
0.0153 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
89,928 |
90,276 |
348 |
0.4% |
564,970 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4939 |
1.4876 |
1.4609 |
|
| R3 |
1.4798 |
1.4735 |
1.4570 |
|
| R2 |
1.4657 |
1.4657 |
1.4557 |
|
| R1 |
1.4594 |
1.4594 |
1.4544 |
1.4626 |
| PP |
1.4516 |
1.4516 |
1.4516 |
1.4532 |
| S1 |
1.4453 |
1.4453 |
1.4518 |
1.4485 |
| S2 |
1.4375 |
1.4375 |
1.4505 |
|
| S3 |
1.4234 |
1.4312 |
1.4492 |
|
| S4 |
1.4093 |
1.4171 |
1.4453 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5802 |
1.5596 |
1.4744 |
|
| R3 |
1.5357 |
1.5151 |
1.4621 |
|
| R2 |
1.4912 |
1.4912 |
1.4581 |
|
| R1 |
1.4706 |
1.4706 |
1.4540 |
1.4809 |
| PP |
1.4467 |
1.4467 |
1.4467 |
1.4519 |
| S1 |
1.4261 |
1.4261 |
1.4458 |
1.4364 |
| S2 |
1.4022 |
1.4022 |
1.4417 |
|
| S3 |
1.3577 |
1.3816 |
1.4377 |
|
| S4 |
1.3132 |
1.3371 |
1.4254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4674 |
1.4352 |
0.0322 |
2.2% |
0.0152 |
1.0% |
56% |
False |
False |
96,413 |
| 10 |
1.4674 |
1.4150 |
0.0524 |
3.6% |
0.0180 |
1.2% |
73% |
False |
False |
107,107 |
| 20 |
1.4674 |
1.4079 |
0.0595 |
4.1% |
0.0160 |
1.1% |
76% |
False |
False |
105,219 |
| 40 |
1.5206 |
1.4079 |
0.1127 |
7.8% |
0.0134 |
0.9% |
40% |
False |
False |
88,345 |
| 60 |
1.5337 |
1.4079 |
0.1258 |
8.7% |
0.0123 |
0.8% |
36% |
False |
False |
64,366 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.8% |
0.0115 |
0.8% |
32% |
False |
False |
48,338 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.7% |
0.0114 |
0.8% |
29% |
False |
False |
38,675 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.8% |
0.0110 |
0.8% |
26% |
False |
False |
32,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5178 |
|
2.618 |
1.4948 |
|
1.618 |
1.4807 |
|
1.000 |
1.4720 |
|
0.618 |
1.4666 |
|
HIGH |
1.4579 |
|
0.618 |
1.4525 |
|
0.500 |
1.4509 |
|
0.382 |
1.4492 |
|
LOW |
1.4438 |
|
0.618 |
1.4351 |
|
1.000 |
1.4297 |
|
1.618 |
1.4210 |
|
2.618 |
1.4069 |
|
4.250 |
1.3839 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4524 |
1.4509 |
| PP |
1.4516 |
1.4487 |
| S1 |
1.4509 |
1.4466 |
|